Olaf Korn

From MaRDI portal



List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

PublicationDate of PublicationType
Markowitz with regret
Journal of Economic Dynamics and Control
2019-07-12Paper
Risk-adjusted option-implied moments
Review of Derivatives Research
2018-11-09Paper
Portfolio Optimization Using Forward-Looking Information*
Review of Finance
2018-11-09Paper
Hedging long-term forwards with short-term futures: a two-regime approach
Review of Derivatives Research
2005-05-17Paper


Research outcomes over time


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